A random functional central limit theore
β
Issa Fakhre-Zakeri; Sangyeol Lee
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Article
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1997
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Elsevier Science
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English
β 217 KB
A random functional central limit theorem is obtained for a stationary linear process of the form Xt = ~j=\_~ ajgt-j, where {et} is a strictly stationary sequence of martingale differences and ~j=\_~ [ajl <oo.